Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789656.9303 | 1651209.4705 | 138447.4598 | 11628068.6162 | 3794002.8154 | 7834065.8008 |
Total P&L (%) | 1789.6569 | 1651.2095 | 138.4475 | 11628.0686 | 3794.0028 | 7834.0658 |
Avg Daily Profit (%) | 0.9529 | 0.8792 | 0.0737 | 0.254 | 0.1952 | 0.2331 |
Buy And Hold Return (%) | 574.5416 | 574.5416 | 574.5416 | 574.5416 | 574.5416 | 574.5416 |
Max Trade Drawdown | -111950 | -62267 | -58227 | -8424088 | -7299757 | -4817536 |
Profit Factor | 4.8459 | 7.6164 | 1.6416 | 1.3591 | 1.2065 | 1.5594 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 25 | 8 | 17 | 25 | 8 | 17 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 30.1205 | 19.0476 | 41.4634 | 30.1205 | 19.0476 | 41.4634 |
Ratio Avg Win / Avg Loss | 11.2426 | 32.3695 | 2.3176 | 3.1531 | 5.1275 | 2.2015 |
Largest Winning Trade | 1020283 | 1020283 | 53699 | 9010549 | 9010549 | 5170392 |
Largest Losing Trade | -27504 | -19618 | -27504 | -3237782 | -2257887 | -3237782 |
Avg Bars in Trades | 263 | 211 | 317 | 263 | 211 | 317 |
Avg Bars in Winners | 624 | 678 | 599 | 624 | 678 | 599 |
Avg Bars in Losers | 108 | 101 | 117 | 108 | 101 | 117 |
Bars Traded | 21896 | 8879 | 13017 | 21896 | 8879 | 13017 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322675 | -37466 | -260474 | 37693 | -47650 | 281411 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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